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Optimize event study code

Open jonathandroth opened this issue 3 years ago • 1 comments

Calculation of the variances and other such objects could be done only once across event-times, leading to computational improvements for event studies

jonathandroth avatar Mar 16 '21 04:03 jonathandroth

@jonathandroth The Stata version is currently about 10x faster but the code-base is significantly different.

Before doing a full re-write though I can try optimize the code around the margins (e.g. avoid computing the same thing multiple times, etc). LMK if I should dive into the refactor or try optimizing first.

mcaceresb avatar Mar 12 '23 05:03 mcaceresb